I’m both okay with having it default add or leaving it with the status-quo, we generally manually add @moderators to the Personal Message when we feel it is relevant. However, to be honest, we don’t have to use the feature all that much, so I can’t really tell you if we do it often or just seldom occurrences.
In both situations, it is easy enough to both invite or remove said group from the PM. If either of those were difficult, I could see arguments being made on this, but that isn’t the case.